I added check valves on two that friends had years ago, because they were hard to start until they had run down to about 50 psi, or they would smoke the belts.
Then the unloader was not working to start with. A check valve, by itself will not unload the cylinder head. There are several methods
One is "automatic" This is a check valve that has a bleed hole. When the compressor stops, the check valve closes, and the movement of the piston in the valve uncovers a bleed hole
The most popular for 1/2--3hp class compressors used to be built into the pressure switch. You can always tell these unloaders, because there's a separate tube leading to the pressure switch
Others use a mechanical link on the compressor itself, I guess they are centrifugal. I have no idea how many kinds. If an unloader is properly working, you can usually hear the "hiss" of it unload when it shuts down. Another way is to crack the tube going to the head. Releasing pressure there shows it is not unloading, or the check valve is leaking back